+372.5%
WAB vs AR
-27.2%
+399.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -3.2% | +2.5% | -5.7% | -3.6% |
| 30D | -4.4% | +14.8% | -19.2% | -6.8% |
| 3M | +7.9% | +6.2% | +1.6% | +6.4% |
| 6M | +8.7% | +4.3% | +4.4% | +7.0% |
| YTD | +33.0% | +14.4% | +18.6% | +28.3% |
| 1Y | +46.7% | +21.3% | +25.3% | +39.4% |
| 3Y | +153.0% | +39.8% | +113.2% | +129.4% |
| 5Y | +222.3% | +142.1% | +80.2% | +153.8% |
| 10Y | +291.0% | +52.0% | +238.9% | +181.3% |
| All | +372.5% | -27.2% | +399.7% | +290.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling